GNAR (version 1.1.4)

residToMat: Converts the output of a GNARfit call to fitted and residual value matrices

Description

Unstacks the entries of the GNARfit fitted and residual values to return matrices of a similar form to the multivariate time series input.

Usage

residToMat(GNARobj=GNARfit(), nnodes=5)

Value

resid

is the matrix of residual values, with t-alphaOrder rows and nnodes columns.

fit

is the matrix of fitted values, with t-alphaOrder rows and nnodes columns.

Arguments

GNARobj

the output from the GNARfit function

nnodes

the number of nodes in the original network time series

Details

This function also replaces the NAs that were removed in fitting.

Examples

#Get residual and fitted matrices from GNARpredict fit of fiveVTS
residToMat()